It's in the room you take breaks in between Arena fights. Should be in a footlocker somewhere around there. I noticed mine after I finished the Arena matches, but I don't know if it's available before that.
Retrieving your gear is part of a quest, check the Pipboy.
I had 2 dots on the radar at the time, but I finished the whole quest first. I can't confirm if the other one points to the Hole, but I believe so. It dissapears from the radar when the quest is complete. That's why it's so hard to find, it's only on your radar for a short while and the objective is 'optional' athough it does not specify as such. Your stash can be retrieved from said box though.
I wonder if it's safe to use as a storage later on.
lol the thing is you become encumbered (if you did the 100 ingot thing) so make sure if you stash your other stuff you don't forget where it is --- "Have you ever taken a dump that has made you feel like you just woke up form a 12 hour sleep" - Al Pacino